2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information

2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information
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Paper Detail

Paper IDSPTM-2.1
Paper Title QUICKEST CHANGE DETECTION WITH TIME INCONSISTENT ANTICIPATORY AGENTS IN CYBER-PHYSICAL SYSTEMS
Authors Vikram Krishnamurthy, Cornell University, United States
SessionSPTM-2: Detection Theory and Methods 2
LocationGather.Town
Session Time:Tuesday, 08 June, 13:00 - 13:45
Presentation Time:Tuesday, 08 June, 13:00 - 13:45
Presentation Poster
Topic Signal Processing Theory and Methods: [SSP] Statistical Signal Processing
IEEE Xplore Open Preview  Click here to view in IEEE Xplore
Abstract In behavioral economics, anticipatory agents make decisions by taking into account the probability of future decisions (plans). We consider the interaction between anticipatory agents and statistical detection. A sensing device records the decisions of an anticipatory agent. Given these decisions, how can the sensing device achieve quickest detection of a change in the anticipatory system? From a decision theoretic point of view, anticipatory models are time inconsistent meaning that Bellman’s principle of optimality does not hold. The appropriate formalism is the subgame Nash equilibrium. We show that the interaction between anticipatory agents and sequential quickest detection results in unusual (nonconvex) structure of the quickest change detection policy. Our methodology yields a useful framework for anticipatory human decision makers interacting with sequential detectors in cyber-physical systems.